WEAK CONVERGENCE OF HIGH-LEVEL CROSSINGS AND MAXIMA FOR ONE OR MORE GAUSSIAN PROCESSES

被引：12

作者：

LINDGREN, G

DEMARE, J

ROOTZEN, H

机构：

[1] UNIV UMEA,DEPT MATH & STATISTICS,S-90187 UMEA,SWEDEN

[2] UNIV LUND,DEPT MATH STATISTICS,BOX 725,S-22007 LUND,SWEDEN

来源：

ANNALS OF PROBABILITY | 1975年 / 3卷 / 06期

关键词：

D O I：

10.1214/aop/1176996222

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：961 / 978

页数：18

共 50 条

[1] NOTE ON ASYMPTOTIC INDEPENDENCE OF HIGH-LEVEL CROSSINGS FOR DEPENDENT GAUSSIAN PROCESSES
LINDGREN, G
[J]. ANNALS OF PROBABILITY, 1974, 2 (03): : 535 - 539
[2] MAXIMA AND HIGH LEVEL EXCURSIONS OF STATIONARY GAUSSIAN PROCESSES
BERMAN, SM
[J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1971, 160 (NOCT) : 65 - +
[3] WEAK-CONVERGENCE FOR THE MAXIMA OF STATIONARY GAUSSIAN-PROCESSES USING RANDOM NORMALIZATION
MCCORMICK, WP
[J]. ANNALS OF PROBABILITY, 1980, 8 (03): : 483 - 497
[4] Weak convergence of the integrated number of level crossings to the local time for Wiener processes
Berzin-Joseph, C
León, JR
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1998, 42 (04) : 568 - 579
[5] WEAK CONVERGENCE OF HIGH-LEVEL EXCEEDANCES BY A STATIONARY SEQUENCE
LEADBETTER, MR
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1976, 34 (01): : 11 - 15
[6] Functional weak convergence of partial maxima processes
Krizmanic, Danijel
[J]. EXTREMES, 2016, 19 (01) : 7 - 23
[7] Weak convergence of multivariate partial maxima processes
Krizmanic, Danijel
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2017, 155 : 1 - 11
[8] Functional weak convergence of partial maxima processes
Danijel Krizmanić
[J]. Extremes, 2016, 19 : 7 - 23
[9] HIGH-LEVEL OCCUPATION TIMES FOR CONTINUOUS GAUSSIAN PROCESSES
MARLOW, NA
[J]. ANNALS OF PROBABILITY, 1973, 1 (03): : 388 - 397
[10] On joint weak convergence of partial sum and maxima processes
Krizmanic, Danijel
[J]. STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2020, 92 (06) : 876 - 899

← 1 2 3 4 5 →